A First Course in Stochastic Calculus
$246.14
- Paperback
270 pages
- Release Date
29 March 2022
Summary
A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for master’s students in mathematical finance who would like to build an intuitive and theoretical understanding of stochastic processes. This book is also an essential tool for finance professionals who wish to sharpen their knowledge and intuition about stochastic calculus.
Louis-Pierre Arguin offers an exceptionally clear i…
Book Details
| ISBN-13: | 9781470464882 |
|---|---|
| ISBN-10: | 1470464888 |
| Author: | Louis-Pierre Arguin |
| Publisher: | American Mathematical Society |
| Imprint: | American Mathematical Society |
| Format: | Paperback |
| Number of Pages: | 270 |
| Release Date: | 29 March 2022 |
| Weight: | 511g |
| Dimensions: | 254mm x 178mm |
| Series: | Pure and Applied Undergraduate Texts |
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What They're Saying
Critics Review
Louis-Pierre Arguin’s masterly introduction to stochastic calculus seduces the reader with its quietly conversational style; even rigorous proofs seem natural and easy. Full of insights and intuition, reinforced with many examples, numerical projects, and exercises, this book by a prize-winning mathematician and great teacher fully lives up to the author’s reputation. I give it my strongest possible recommendation.“” —Jim Gatheral, Baruch College”“I happen to be of a different persuasion, about how stochastic processes should be taught to undergraduate and MA students. But I have long been thinking to go against my own grain at some point and try to teach the subject at this level—together with its applications to finance—in one semester. Louis-Pierre Arguin’s excellent and artfully designed text will give me the ideal vehicle to do so.”” —Ioannis Karatzas, Columbia University, New York
About The Author
Louis-Pierre Arguin
Louis-Pierre Arguin
Baruch College, City University of New York, NY, and Graduate Center, City University of New York, NY.
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